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JP Morgan Call 65 BNP 21.06.2024/  DE000JL0VTE3  /

EUWAX
2024-05-20  8:51:45 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.750EUR - -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 65.00 - 2024-06-21 Call
 

Master data

WKN: JL0VTE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.13
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.25
Implied volatility: 0.92
Historic volatility: 0.22
Parity: 0.25
Time value: 0.58
Break-even: 73.30
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 1.81
Spread abs.: 0.09
Spread %: 12.16%
Delta: 0.61
Theta: -0.12
Omega: 4.99
Rho: 0.03
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.680
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+5.63%
1 Month  
+141.94%
3 Months  
+2172.73%
YTD  
+158.62%
1 Year  
+92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.680
1M High / 1M Low: 0.750 0.310
6M High / 6M Low: 0.750 0.017
High (YTD): 2024-05-20 0.750
Low (YTD): 2024-02-15 0.017
52W High: 2024-05-20 0.750
52W Low: 2024-02-15 0.017
Avg. price 1W:   0.713
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   220.44%
Volatility 6M:   274.13%
Volatility 1Y:   221.39%
Volatility 3Y:   -